GENERATION OF SPATIOTEMPORAL COLORED NOISE

被引：50

作者：

GARCIAOJALVO, J

SANCHO, JM

RAMIREZPISCINA, L

机构：

[1] UNIV POLITECN CATALUNYA, DEPT FIS & ENGN NUCL, E-08028 BARCELONA, SPAIN

[2] UNIV POLITECN CATALUNYA, DEPT FIS APLICADA, E-08034 BARCELONA, SPAIN

来源：

PHYSICAL REVIEW A | 1992年 / 46卷 / 08期

关键词：

D O I：

10.1103/PhysRevA.46.4670

中图分类号：

O43 [光学];

学科分类号：

070207 ; 0803 ;

摘要：

We develop an algorithm to simulate a Gaussian stochastic process that is non-delta-correlated in both space and time coordinates. The colored noise obeys a linear reaction-diffusion Langevin equation with Gaussian white noise. This equation is exactly simulated in a discrete Fourier space.

引用

页码：4670 / 4675

页数：6

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